| 2026-10-24 | Optimal Portfolio Allocation with Gromov-Wasserstein Barycenter | Computational Economics | Alessandro Spelta, Nicoló Pecora, Mario Maggi | University of Pavia |
| 2026-10-23 | Volatility persistence across global equity markets: long-memory diagnostics versus horizon-specific VaR rankings | Risk Management | Zhixing Lin, Shuoyan Lin | Jiangxi University of Software Professional Technology; Guangdong University Of Finances and Economics |
| 2026-10-23 | Markov-Switching Multifractal Models for High-Frequency Trade Counts | Computational Economics | Zhamilya Mussayeva, Karim Moussa | Vrije Universiteit Amsterdam |
| 2026-10-22 | Hybrid Econometric-Machine Learning Forecasts of a Daily Variance Proxy with Block-Conformal Prediction Bands | Computational Economics | Çağlar Sözen | Giresun University |
| 2026-10-21 | Economic policy uncertainty and Chinese exchange rate volatility: evidence from the GARCH–MIDAS approach | Review of World Economics | Panpan Wang, Yishi Li, Changqian Xie et al. | Southeast University; Southeast University; Zhejiang University of Water Resource and Electric Power; … |
| 2026-10-19 | Do sustainable firms carry less tail risk? Distributional asymmetries between HVA and Non-HVA equities | The Journal of Economic Asymmetries | Dhairya Dev, Gagan Deep Sharma, Amar Rao et al. | Guru Gobind Singh Indraprastha University; AGH University of Krakow; Széchenyi István University; … |
| 2026-10-19 | Cryptocurrency and initial trust formation: an empirical investigation into the dynamics of willingness to use in financial transactions | Financial Innovation | Ahmed Geebren | Tobruk University |
| 2026-10-17 | The role of copper global price on long-term volatility: An asymmetric GARCH-MIDAS approach for NYSE assets | The North American Journal of Economics and Finance | Giorgia Rivieccio, Michele Mario Ippolito, Giovanni De Luca | Parthenope University of Naples |
| 2026-10-16 | Path-dependence in realized volatility forecasting: Evidence from the Chinese stock market | Finance research letters | Sicheng Fu, Shaopeng Hong, Jiahao Chen | Jinan University; Southwestern University of Finance and Economics |
| 2026-10-16 | The magnificent seven and bitcoin: Time-varying predictability, dynamic conditional correlation, and multi-scale co-movement | International Review of Economics & Finance | Fuzuli Aliyev, Neman Eylasov, Nijat Gasim | ADA University; Azerbaijan University of Languages; Baku Engineering University; … |
| 2026-10-15 | Geopolitical risk spillovers among GCC stock markets, non-renewable energy, and gold: evidence from a quantile connectedness approach | Portuguese Economic Journal | Nidhal Mgadmi, Fekria Belhouichet, Ştefan Cristian Gherghina et al. | University of Sfax; Faculty of Economics and Management of Sfax; Bucharest University of Economic Studies; … |
| 2026-10-13 | Climate-transition narratives and downside tail risk in carbon and energy markets: evidence from a GARCH-MIDAS framework | Finance research letters | Mansoora Ahmed, Syed Ali Raza, Karim Oueslati | Yango University; Iqra University; Paris School of Business |
| 2026-10-13 | Investigating the dependence structure of dirty and clean cryptocurrencies with energy and green assets: Evidence from Markov-switching models | Research in International Business and Finance | Shu‐Han Hsu, Yiwen Yang, Po−Keng Cheng | National Taipei University of Business; National Taiwan Normal University; National Taipei University |
| 2026-10-12 | Uncertainty and tail spillovers: Dynamic connectedness between DeFi tokens and BRICS equity markets | Pacific-Basin Finance Journal | Weiping Li, Ziying Lian, Junbo Wang et al. | City University of Macau; Wenzhou-Kean University; Shandong University of Finance and Economics |
| 2026-10-12 | Does commodity futures internationalization reshape uncertainty transmission? Evidence from China | Finance research letters | Ranran Guo, Tianjun Lu | Hefei University of Technology |
| 2026-10-12 | Measurement and Early Warning of Systemic Financial Risk Based on Differentiated GARCH-Copula and NNG-LSTM Model | Computational Economics | Zidan Luo, L Wang, Lin Sui et al. | Jiangnan University; Shandong Jiaotong University |
| 2026-10-11 | How does lithium-market information flow? Financial connectedness and physical–financial linkages | International Review of Financial Analysis | María José Quinteros, Mauricio G. Villena | Universidad de Santiago de Chile |
| 2026-10-10 | Imported financial risk in global foreign exchange markets: A time-frequency network analysis | Finance research letters | Zhongzhe Ouyang, Yuqi Guo, Yaoxun Deng et al. | Guangzhou University; China Construction Bank; Hunan Normal University |
| 2026-10-09 | Stablecoin Peg Fragility and Latent Tail-Risk Regimes: Evidence from Peg Deviations and Supply Contractions | International Review of Economics & Finance | Edson Pindza | University of South Africa |
| 2026-10-08 | Behavioral drivers of cryptocurrency markets: A systematic review | Journal of Behavioral and Experimental Finance | Sebastian Steindl, Hans Rüdiger Kaufmann, Bernd Britzelmaier | University of Nicosia; Pforzheim University of Applied Sciences |
| 2026-10-07 | Bayesian Black-Litterman under Nonlinear Dependence: A Hybrid Framework with GARCH-EVT Marginals, R-Vine Copulas, and Reinforcement Learning for Tactical Portfolio Allocation | Computational Economics | Felipe Mora, Werner Kristjanpoller | Universidad Técnica Federico Santa María |
| 2026-10-07 | Testing for dominance in risk transmission mechanisms towards the European energy market | Finance research letters | Jone Ascorbebeitia, Eva Ferreira, Susan Orbe | University of the Basque Country |
| 2026-10-06 | Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagation | International Review of Economics & Finance | Md Tanvir Hasan | University of Dhaka; University of Glasgow |
| 2026-10-05 | Transparent forecasting with XAI: Improving accuracy and trust in electricity demand prediction | Knowledge-Based Systems | Somya Bansal, Vaibhav Baldeva, Asmit Cajla et al. | Thapar Institute of Engineering & Technology; Torrens University Australia; Norwegian University of Science and Technology |
| 2026-10-05 | An innovative approach to stock forecasting: combining LSTM, VMD, and artificial rabbit optimization | Future Business Journal | Homa Mehtarizadeh, Najme Mansouri, Behnam Mohammad Hasani Zade et al. | Shahid Bahonar University of Kerman |
| 2026-10-05 | Retail weekends, institutional weekdays: Liquidity and return asymmetries in cryptocurrency markets | The Quarterly Review of Economics and Finance | Yhlas Sovbetov | Istanbul Aydın University |
| 2026-10-03 | Climate policy uncertainty and risk spillovers: Evidence from China’s carbon markets | International Review of Economics & Finance | Jinjin Tian, Li Chen, Yong Ma et al. | Central South University of Forestry and Technology; Hunan University |
| 2026-10-03 | International spillovers of the US–China trade war 2.0: The case of Asian stock markets | International Review of Economics & Finance | Wojciech Grabowski, Ewa Stawasz‐Grabowska | University of Łódź |
| 2026-10-03 | Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures | Computational Economics | Jan Maciejowski, Manuele Leonelli | IE University |
| 2026-10-01 | When Geopolitical Stress Hits Defense Technology: Multiscale Evidence from Cybersecurity, Aerospace, and Semiconductor Markets | Finance research letters | Nader Naifar | Imam Mohammad ibn Saud Islamic University |
| 2026-10-01 | Integration of joint energy commodity price forecasts with hydrogen energy system planning under uncertain climate policies | International Journal of Forecasting | Hongtao Ren, Caiyu Chen, Li Su et al. | East China University of Science and Technology; Renmin University of China; China Construction Bank; … |
| 2026-10-01 | High-dimensional portfolio optimization with weight constraints: Forecasting models utilizing GARCH-EVT, R-vine copula, and SCAD penalty | International Journal of Forecasting | Jian Lv, Chenxu Wang, Wenyong Yuan | Zhejiang University of Finance and Economics |
| 2026-10-01 | Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence models | International Review of Economics & Finance | Viktor Manahov, Zihao Hou, Dimitrios Stafylas | |
| 2026-10-01 | Combining value-at-risk and expected-shortfall forecasts via the model confidence set | International Journal of Forecasting | Alessandra Amendola, Vincenzo Candila, Antonio Naimoli et al. | |
| 2026-09-30 | Oil prices and the pricing of green equity ETFs: Evidence on greenium dynamics | The Journal of Finance and Data Science | José Alejandro Fernández Fernández, Miguel Ángel Casquet, Sonia Quiroga | Universidad Complutense de Madrid |
| 2026-09-30 | Data-driven robust enhanced indexing investment funds with support vector clustering | Journal of Global Optimization | Kamayani Shukla, Ruchika Sehgal, Amita Sharma | Netaji Subhas University of Technology; Guru Gobind Singh Indraprastha University |
| 2026-09-30 | Risk-adjusted multi-objective optimization of industrial energy portfolios: The role of electrification in economic and environmental sustainability | Energy Economics | Minhye Oh, Dong Hee Suh | Virginia Tech; Korea University |
| 2026-09-29 | The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPs | Research in International Business and Finance | Borja Amor Tapia, Paula Castro, María Teresa Tascón Fernández | Universidad de León |
| 2026-09-29 | A novel forecasting method for imported risk in the foreign exchange market: Evidence from China | Research in International Business and Finance | Zhongzhe Ouyang, Min Lu, Yinquan Qi et al. | Guangzhou University; Hunan Normal University |